+550.0%
LNG vs TNA
+86.1%
+463.9%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | 0.0% |
| 7D | -4.7% | -7.3% | +2.6% | -3.3% |
| 30D | +3.8% | -14.2% | +18.0% | +6.8% |
| 3M | +16.2% | -4.6% | +20.7% | +16.3% |
| 6M | +11.7% | +36.9% | -25.2% | +2.1% |
| YTD | +44.2% | +42.5% | +1.7% | +29.8% |
| 1Y | +18.6% | +45.8% | -27.2% | +4.9% |
| 3Y | +77.4% | +104.7% | -27.2% | +31.9% |
| 5Y | +232.3% | -21.7% | +254.0% | +180.4% |
| All | +550.0% | +86.1% | +463.9% | +253.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TNA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling